TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 152 CE | ||||||||||
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Delta: 0.15
Vega: 0.10
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 138.91 | 0.75 | 24.19 | 195 | 135 | 135 | ||||
For Tata Steel Limited - strike price 152 expiring on 30JAN2025
Delta for 152 CE is 0.15
Historical price for 152 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 24.19, the open interest changed by 135 which increased total open position to 135
| TATASTEEL 30JAN2025 152 PE | |||||||
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Delta: -0.89
Vega: 0.08
Theta: 0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 12.05 | 20.54 | 4 | 2 | 2 | |
For Tata Steel Limited - strike price 152 expiring on 30JAN2025
Delta for 152 PE is -0.89
Historical price for 152 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was 20.54, the open interest changed by 2 which increased total open position to 2
